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Tokyo Probability Seminar
Seminar information archive ～09/27｜Next seminar｜Future seminars 09/28～
| Date, time & place | Monday 16:00 - 17:30 126Room #126 (Graduate School of Math. Sci. Bldg.) |
|---|---|
| Organizer(s) | Makiko Sasada, Shuta Nakajima (Keio Univ.), Masato Hoshino (Science Tokyo), Masahisa Ebina (Science Tokyo) |
Future seminars
2026/09/28
14:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
We are having teatime from 15:20 in the common room on the second floor. Please join us.
Stefan Junk ( Gakushuin University) 14:00-15:15
Some elements of the proof of equivalence of strong and very strong disorder for directed polymers (private seminar)
Dominik Schmid ( University of Augsburg) 16:00-17:30
The periodic directed landscape
We are having teatime from 15:20 in the common room on the second floor. Please join us.
Stefan Junk ( Gakushuin University) 14:00-15:15
Some elements of the proof of equivalence of strong and very strong disorder for directed polymers (private seminar)
Dominik Schmid ( University of Augsburg) 16:00-17:30
The periodic directed landscape
[ Abstract ]
The Kardar--Parisi--Zhang universality class is a central topic in mathematical physics and probability theory. In this talk, we discuss the conjectural scaling limit of periodic models in the Kardar--Parisi--Zhang universality class: the periodic directed landscape. We establish the convergence of periodic exponential last passage percolation to the periodic directed landscape and give a variational characterization of the periodic KPZ fixed point, recently constructed by Baik, Liao, and Liu. We also establish the convergence of periodic asymmetric simple exclusion processes to periodic KPZ fixed points, coupled through the same periodic directed landscape. A key ingredient is a gluing technique for combining overlapping directed landscapes, which may be of independent interest. This is based on joint work with Amol Aggarwal and Ivan Corwin.
The Kardar--Parisi--Zhang universality class is a central topic in mathematical physics and probability theory. In this talk, we discuss the conjectural scaling limit of periodic models in the Kardar--Parisi--Zhang universality class: the periodic directed landscape. We establish the convergence of periodic exponential last passage percolation to the periodic directed landscape and give a variational characterization of the periodic KPZ fixed point, recently constructed by Baik, Liao, and Liu. We also establish the convergence of periodic asymmetric simple exclusion processes to periodic KPZ fixed points, coupled through the same periodic directed landscape. A key ingredient is a gluing technique for combining overlapping directed landscapes, which may be of independent interest. This is based on joint work with Amol Aggarwal and Ivan Corwin.
2026/10/05
16:50-18:20 Room #122 (Graduate School of Math. Sci. Bldg.)
The classroom is 122. No Tea Time today.
Dai Taguchi (Kansai University)
Euler–Maruyama scheme with unbounded Hölder drift
The classroom is 122. No Tea Time today.
Dai Taguchi (Kansai University)
Euler–Maruyama scheme with unbounded Hölder drift
[ Abstract ]
In this talk, we establish the strong rate of convergence of the Euler--Maruyama scheme for multidimensional stochastic differential equations with unbounded, uniformly locally Hölder continuous drift and multiplicative noise. Our approach relies on the Itô--Tanaka trick (Zvonkin-type transformation) adapted to unbounded drift. Furthermore, in order to apply the stochastic sewing lemma, we employ heat kernel estimates for the transition density of the Euler--Maruyama scheme. This talk is based on joint work with Tsukasa Moritoki (Okayama university).
In this talk, we establish the strong rate of convergence of the Euler--Maruyama scheme for multidimensional stochastic differential equations with unbounded, uniformly locally Hölder continuous drift and multiplicative noise. Our approach relies on the Itô--Tanaka trick (Zvonkin-type transformation) adapted to unbounded drift. Furthermore, in order to apply the stochastic sewing lemma, we employ heat kernel estimates for the transition density of the Euler--Maruyama scheme. This talk is based on joint work with Tsukasa Moritoki (Okayama university).
